+960.9%
BURL vs PSLV
+152.0%
+808.9%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.2% | +3.8% | +2.7% |
| 7D | -2.8% | -0.6% | -2.2% | -2.8% |
| 30D | -28.2% | +7.3% | -35.4% | -28.7% |
| 3M | -17.6% | -7.4% | -10.2% | -17.1% |
| 6M | -11.8% | -20.3% | +8.5% | -10.3% |
| YTD | -8.1% | -8.2% | +0.1% | -9.9% |
| 1Y | -12.0% | +57.9% | -69.9% | -19.8% |
| 3Y | +63.3% | +162.1% | -98.8% | +38.4% |
| 5Y | -10.8% | +151.2% | -162.0% | -25.1% |
| 10Y | +215.9% | +191.7% | +24.2% | +139.1% |
| All | +960.9% | +152.0% | +808.9% | +693.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PSLV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling